Maximum likelihood estimation for Wishart processes (Q326826)
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scientific article; zbMATH DE number 6637932
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| English | Maximum likelihood estimation for Wishart processes |
scientific article; zbMATH DE number 6637932 |
Statements
Maximum likelihood estimation for Wishart processes (English)
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12 October 2016
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Wishart processes
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Laplace transform
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parameter inference
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maximum likelihood
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limit theorems
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local asymptotic properties
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0.7615151405334473
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0.7602883577346802
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0.754931628704071
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0.7388388514518738
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